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Investment Strategies / Mechanical Investing
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Author: DrBob2 ✭  😊 😞
Number: of 4356 
Subject: Re: look back period
Date: 09/02/2025 5:38 AM
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No. of Recommendations: 6
The most effective look back period for relative strength is proportional to the forward holding period. If you are holding for one year, use RS52 or RS26. If you are holding for 3 months, use RS13.

This implies that for the canonical monthly hold the best look back would be four weeks. That certainly hasn't been my experience over the years.

DB2
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